@article{predictingintradayjumpsinstockprices,
  title = {Predicting intraday jumps in stock prices using liquidity measures and technical indicators},
  author = {Ao Kong and Hongliang Zhu and Robert Azencott},
  year = {2019},
  eprint = {1912.07165},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1912.07165v1},
}